Bhattacharryya linear feature extraction mapping

W = BHATM(A,N)

Input

A

Dataset

N

Number of dimensions to map to (N >= 1), or fraction of cumulative contribution to retain (0 < N < 1)

Output

W

Bhattacharryya mapping

Description

Finds a mapping of the labeled dataset A onto an N-dimensional linear subspace such that it maximises the Bhattacharrryya distance between the classes, assuming Gaussian distributions. Only for two-class datasets.